RGYY vs. PEPS
RGYY (GraniteShares YieldBOOST RGTI ETF) and PEPS (Parametric Equity Plus ETF) are both Derivative Income funds. Both are actively managed. At a 0.48 correlation, their price movements are largely independent. RGYY charges 1.07%/yr vs 0.10%/yr for PEPS.
Performance
RGYY vs. PEPS - Performance Comparison
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Returns By Period
In the year-to-date period, RGYY achieves a -24.25% return, which is significantly lower than PEPS's 11.24% return.
RGYY
- 1D
- 1.16%
- 1M
- 0.64%
- YTD
- -24.25%
- 6M
- -29.55%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PEPS
- 1D
- 0.14%
- 1M
- 6.48%
- YTD
- 11.24%
- 6M
- 11.73%
- 1Y
- 33.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RGYY vs. PEPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RGYY GraniteShares YieldBOOST RGTI ETF | -24.25% | -12.10% |
PEPS Parametric Equity Plus ETF | 11.24% | 1.37% |
Correlation
The correlation between RGYY and PEPS is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 26, 2025 | 0.48 |
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Return for Risk
RGYY vs. PEPS — Risk / Return Rank
RGYY
PEPS
RGYY vs. PEPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST RGTI ETF (RGYY) and Parametric Equity Plus ETF (PEPS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| RGYY | PEPS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.70 | 1.07 | -2.77 |
Drawdowns
RGYY vs. PEPS - Drawdown Comparison
The maximum RGYY drawdown since its inception was -37.05%, which is greater than PEPS's maximum drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for RGYY and PEPS.
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Drawdown Indicators
| RGYY | PEPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.05% | -21.26% | -15.79% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.80% | — |
Current DrawdownCurrent decline from peak | -33.42% | 0.00% | -33.42% |
Average DrawdownAverage peak-to-trough decline | -22.94% | -2.78% | -20.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
RGYY vs. PEPS - Volatility Comparison
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Volatility by Period
| RGYY | PEPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.75% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.82% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 32.60% | 13.05% | +19.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.60% | 18.32% | +14.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.60% | 18.32% | +14.28% |
RGYY vs. PEPS - Expense Ratio Comparison
RGYY has a 1.07% expense ratio, which is higher than PEPS's 0.10% expense ratio.
Dividends
RGYY vs. PEPS - Dividend Comparison
RGYY's dividend yield for the trailing twelve months is around 106.54%, more than PEPS's 0.88% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
PEPS Parametric Equity Plus ETF | 0.88% | 1.00% | 0.17% |
RGYY GraniteShares YieldBOOST RGTI ETF | 106.54% | 15.50% | 0.00% |
Frequently Asked Questions
RGYY and PEPS have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PEPS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PEPS is cheaper with a 0.10% expense ratio, compared with 1.07% for RGYY.
RGYY has the higher dividend yield at 106.54%, compared with 0.88% for PEPS.
They also come from different issuers: GraniteShares and Parametric. Their fees differ too: 1.07% for RGYY and 0.10% for PEPS.
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